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Trade: WAVES/USDT/480/HLC3/KCL/1560

Strategy
WAVES/USDT/480/HLC3/KCL/1560
Pair
WAVES_USDT
Interval
8h
Score
445076
Daily Profit
0.255096
Profit Factor
1.917732
Profitability
57.446809
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 06:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2252796.9916 27974.0734 -2280771.065 -32908831.1463 15297999.8141 -48206830.9604
Total P&L (%) -2252.797 27.9741 -2280.7711 -32908.8311 15297.9998 -48206.831
Avg Daily Profit (%) -1.1395 0.0142 -1.1537 0 0.2551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2596780 -56021 -2596492 -44481536 -5598097 -52490672
Profit Factor 0.1879 1.2711 0.1461 0.6385 1.9177 0.3518
Total Trades 94 47 47 94 47 47
Winning Trades 76 34 42 56 27 29
Losing Trades 18 13 5 38 20 18
Profitability (%) 80.8511 72.3404 89.3617 59.5745 57.4468 61.7021
Ratio Avg Win / Avg Loss 0.0445 0.486 0.0174 0.4333 1.4205 0.2184
Largest Winning Trade 43166 16780 43166 17094464 11913927 17094464
Largest Losing Trade -2587720 -29888 -2587720 -19805998 -3117832 -19805998
Avg Bars in Trades 59 11 107 59 11 107
Avg Bars in Winners 18 5 28 45 14 74
Avg Bars in Losers 232 28 763 80 9 158
Bars Traded 5591 562 5029 5591 562 5029
Profit Streak 0 875.4635 0 777.4635 0 777.7968
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576277 -174406 -575897 -578703 445076 -578597
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552262400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806442805,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -2252796.9916103804,
            27974.0734236587,
            -2280771.065034038,
            -32908831.146296836,
            15297999.814114874,
            -48206830.96041171
        ],
        [
            -2252.796992,
            27.974073,
            -2280.771065,
            -32908.831146,
            15297.999814,
            -48206.83096
        ],
        [
            -1.139503,
            0.01415,
            -1.153653,
            0,
            0.255096,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2596780,
            -56021,
            -2596492,
            -44481536,
            -5598097,
            -52490672
        ],
        [
            0.18792,
            1.271056,
            0.146067,
            0.638535,
            1.917732,
            0.351828
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            76,
            34,
            42,
            56,
            27,
            29
        ],
        [
            18,
            13,
            5,
            38,
            20,
            18
        ],
        [
            80.851064,
            72.340426,
            89.361702,
            59.574468,
            57.446809,
            61.702128
        ],
        [
            0.044507,
            0.485992,
            0.017389,
            0.433291,
            1.420542,
            0.218376
        ],
        [
            43166,
            16780,
            43166,
            17094464,
            11913927,
            17094464
        ],
        [
            -2587720,
            -29888,
            -2587720,
            -19805998,
            -3117832,
            -19805998
        ],
        [
            59,
            11,
            107,
            59,
            11,
            107
        ],
        [
            18,
            5,
            28,
            45,
            14,
            74
        ],
        [
            232,
            28,
            763,
            80,
            9,
            158
        ],
        [
            5591,
            562,
            5029,
            5591,
            562,
            5029
        ],
        [
            0,
            875.463458,
            0,
            777.463458,
            0,
            777.796792
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576277,
            -174406,
            -575897,
            -578703,
            445076,
            -578597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552262400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806442805,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)